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    SuperTrend EMA cross over strategy

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    • U
      Usct last edited by Usct

      Throwing more ideas on strategy development and backtesting in backtrader

      An interesting trading idea based on Super trend indicator and EMA cross over,
      Super trend indicator looks like Moving Average on price chart but much more robust
      More details here
      http://www.freebsensetips.com/blog/detail/8/Supertrend---EMA-crossover-trading-strategy

      Suprtrend calculation:
      BASIC UPPERBAND = (HIGH + LOW) / 2 + Multiplier * ATR
      BASIC LOWERBAND = (HIGH + LOW) / 2 - Multiplier * ATR

      FINAL UPPERBAND = IF( (Current BASICUPPERBAND < Previous FINAL UPPERBAND) and (Previous Close > Previous FINAL UPPERBAND)) THEN (Current BASIC UPPERBAND) ELSE Previous FINALUPPERBAND)

      FINAL LOWERBAND = IF( (Current BASIC LOWERBAND > Previous FINAL LOWERBAND) and (Previous Close < Previous FINAL LOWERBAND)) THEN (Current BASIC LOWERBAND) ELSE Previous FINAL LOWERBAND)

      SUPERTREND = IF(Current Close <= Current FINAL UPPERBAND ) THEN Current FINAL UPPERBAND ELSE Current FINAL LOWERBAND

      • See more at: http://www.freebsensetips.com/blog/detail/7/What-is-supertrend-indicator-its-calculation

      Also, this websites gives live signal based on Super trend (for reference)
      http://www.marketcalls.in/livecharts

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      • U
        Usct last edited by

        Another strategy using Super Trend and SAR
        Indicators/Settings:
        -SUPERTREND(8, 1.5)
        -SAR(0.2.0.2)

        WHEN TO ENTER A TRADE:

        Enter: a BUY trade when SUPERTREND is in a bullish trend(line is green), and SAR gives a BUY signal. (Don't enter a SELL trade if SUPERTREND is bullish and SAR gives a SELL signal.

        Enter: a SELL trade when SUPERTREND is in a bearish trend(line is red), and SAR gives a SELL signal. (Don't enter a BUY trade if SUPERTREND is bearish and SAR gives a BUY signal.

        Get out of a BUY trade when SAR give a SELL signal, and the opposite for a SELL trade.

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